Donald Goldfarb (born August 14, 1941 in New York City) is an American

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change. History On ...

, best known for his works in mathematical optimization and

numerical analysis Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods ...

. Goldfarb studied Chemical Engineering at

Cornell University Cornell University is a private statutory land-grant research university based in Ithaca, New York. It is a member of the Ivy League. Founded in 1865 by Ezra Cornell and Andrew Dickson White, Cornell was founded with the intention to tea ...

, earning a BSChE in 1963. He obtained an M.S. from

Princeton University Princeton University is a private research university in Princeton, New Jersey. Founded in 1746 in Elizabeth as the College of New Jersey, Princeton is the fourth-oldest institution of higher education in the United States and one of the ...

in 1965, and a doctorate in 1966."Donakd Gokdfarb fsvulty homepage"
Columbia University School of Engineering. Accessed February 16, 2022. After getting his Ph.D., Goldfarb spent two years as a post-doc at the

Courant Institute The Courant Institute of Mathematical Sciences (commonly known as Courant or CIMS) is the mathematics research school of New York University (NYU), and is among the most prestigious mathematics schools and mathematical sciences research cente ...

in New York City. In 1968, he co-founded the CS Department at

the City College of New York The City College of the City University of New York (also known as the City College of New York, or simply City College or CCNY) is a public university within the City University of New York (CUNY) system in New York City. Founded in 1847, Cit ...

, serving 14 years on its faculty. During the 1979-80 academic year, he was a Visiting Professor in the CS and ORIE Departments at

. In 1982, Goldfarb joined the IEOR Department at Columbia, serving as Chair from 1984-2002. He also served as Interim Dean of Columbia's School of Engineering and Applied Science during the 1994-95 and 2012-13 academic years and its Executive Vice Dean during the Spring 2012 semester. He is one of the developers of the

Broyden–Fletcher–Goldfarb–Shanno algorithm In numerical optimization, the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm is an iterative method for solving unconstrained nonlinear optimization problems. Like the related Davidon–Fletcher–Powell method, BFGS determines the ...

. In 1992, he and J. J. Forrest developed the steepest edge

simplex method In mathematical optimization, Dantzig's simplex algorithm (or simplex method) is a popular algorithm for linear programming. The name of the algorithm is derived from the concept of a simplex and was suggested by T. S. Motzkin. Simplices are n ...

. Goldfarb is a SIAM Fellow. He was awarded the INFORMS John Von Neumann Theory Prize in 2017, the Khachiyan Prize in 2013, the INFORMS Prize for Research Excellence in the Interface between OR and CS in 1995, and was listed in The Worlds Most Influential Scientific Minds, 2014, as being among the 99 most cited mathematicians between 2002 and 2012. Goldfarb has served as an editor-in-chief of Mathematical Programming, an editor of the SIAM Journal on Numerical Analysis and the SIAM Journal on Optimization, and as an associate editor of Mathematics of Computation, Operations Research and Mathematical Programming Computation.

References

1941 births Living people Cornell University College of Engineering alumni 20th-century American mathematicians Princeton University alumni Columbia University faculty 21st-century American mathematicians {{US-mathematician-stub